S A P (Germany) Price on June 5, 2024
| SAP Stock | EUR 226.10 0.60 0.27% |
If you're considering investing in SAP Stock, it is important to understand the factors that can impact its price. As of today, the current price of S A P stands at 226.10, as last reported on the 23rd of November, with the highest price reaching 226.65 and the lowest price hitting 223.75 during the day. S A P appears to be very steady, given 3 months investment horizon. SAP SE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the company had a 0.19% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for SAP SE, which you can use to evaluate the volatility of the entity. Please review S A P's Downside Deviation of 1.25, risk adjusted performance of 0.1453, and Market Risk Adjusted Performance of 0.3937 to confirm if our risk estimates are consistent with your expectations.
SAP Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
SAP |
Sharpe Ratio = 0.1924
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | SAP | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.24 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.24 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 15 85% of assets perform better |
Based on monthly moving average S A P is performing at about 15% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of S A P by adding it to a well-diversified portfolio.
S A P Valuation on June 5, 2024
It is possible to determine the worth of S A P on a given historical date. On June 5, 2024 SAP was worth 169.82 at the beginning of the trading date compared to the closed value of 172.84. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of S A P stock. Still, in general, we apply an absolute valuation method to find S A P's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of S A P where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against S A P's related companies.
| Open | High | Low | Close | Volume | |
| 168.50 | 169.74 | 167.90 | 169.00 | 651.00 | |
06/05/2024 | 169.82 | 172.84 | 169.14 | 172.84 | 2,036 |
| 173.28 | 180.00 | 173.28 | 177.70 | 75,249 |
| Backtest S A P | | | S A P History | | | S A P Valuation | Previous | Next |
S A P Trading Date Momentum on June 5, 2024
| On June 06 2024 SAP SE was traded for 177.70 at the closing time. The highest daily price throughout the period was 180.00 and the lowest price was 173.28 . The daily volume was 75.2 K. The net trading volume on 06/06/2024 added to the next day price rise. The trading price change to closing price of the next trading day was 2.81% . The trading price change to current closing price is 1.53% . |
SAP SE Fundamentals Correlations and Trends
By evaluating S A P's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among S A P's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. SAP financial account trend analysis is a perfect complement when working with valuation or volatility modules.About S A P Stock history
S A P investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for SAP is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in SAP SE will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing S A P stock prices may prove useful in developing a viable investing in S A P
SAP SE operates as an enterprise application software company worldwide. SAP SE was founded in 1972 and is headquartered in Walldorf, Germany. S A P operates under SoftwareApplication classification in Germany and is traded on Frankfurt Stock Exchange. It employs 103142 people.
S A P Stock Technical Analysis
S A P technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Price Boundaries
S A P Period Price Range
Low | November 23, 2024
| High |
0.00 | 0.00 |
SAP SE cannot be verified against its exchange. Please verify the symbol is currently traded on Frankfurt Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
S A P November 23, 2024 Market Strength
Market strength indicators help investors to evaluate how S A P stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading S A P shares will generate the highest return on investment. By undertsting and applying S A P stock market strength indicators, traders can identify SAP SE entry and exit signals to maximize returns
S A P Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for S A P's price direction in advance. Along with the technical and fundamental analysis of SAP Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of SAP to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1453 | |||
| Jensen Alpha | 0.1505 | |||
| Total Risk Alpha | 0.0235 | |||
| Sortino Ratio | 0.0788 | |||
| Treynor Ratio | 0.3837 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Complementary Tools for SAP Stock analysis
When running S A P's price analysis, check to measure S A P's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy S A P is operating at the current time. Most of S A P's value examination focuses on studying past and present price action to predict the probability of S A P's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move S A P's price. Additionally, you may evaluate how the addition of S A P to your portfolios can decrease your overall portfolio volatility.
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like |